Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise

DOI10.1016/j.amc.2015.04.070zbMath1410.60060arXiv1405.3359MaRDI QIDQ1663599

Yong Xu, Bin Pei, Guobin Guo

Publication date: 21 August 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.3359

zbMATH Keywords

stability; stochastic differential equations; existence and uniqueness; successive approximation; Lévy noise; non-Lipschitz condition

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34D20: Stability of solutions to ordinary differential equations